MSTR Options History — July 2023 In July 2023, MSTR traded between $37.49 and $46.44. ATM implied volatility averaged 72.3%, placing in the 9.5% IV rank vs the trailing year. The 30-day expected move averaged 20.7%. IV traded above realized volatility by 8.0% (HV 20d: 64.3%). Max pain ranged from $31.00 to $40.00. Net GEX was positive for 17 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 1.15.
Notable Days 2023-07-13 : Highest Volume — 595,950 contracts2023-07-21 : Largest IV drop — 6.9% change2023-07-19 : Highest IV Rank — 15.0%2023-07-19 : Largest Expected Move — 22.5%Monthly Statistics Metric Avg Min Max Open Close Price $42.45 $37.49 $46.44 $37.51 $43.60 Max Pain $37.29 $31.00 $40.00 $31.00 $40.00 ATM IV 72.3% 65.1% 78.5% 68.5% 67.5% Expected Move 20.7% 18.6% 22.5% 18.6% 20.1% HV 20d 64.3% 57.8% 75.4% 75.4% 61.6% HV 60d 71.2% 66.7% 73.3% 73.1% 66.7% IV Rank 9.5% 3.0% 15.0% 6.1% 5.2% IV Percentile 14.0% 2.0% 22.2% 7.9% 6.3% Term Structure -0.2% -1.1% 1.2% 0.0% -0.2% VWIV 74.8% 66.3% 84.0% 66.3% 73.8% Skew 25d -1.3% -6.2% 0.6% 0.6% -0.9% Skew 10d -0.6% -10.4% 3.4% 3.2% -2.1% Call IV 25d 74.7% 67.0% 82.6% 69.6% 70.0% Put IV 25d 73.4% 66.2% 79.8% 70.2% 69.1% Bid-Ask Spread % 24.57 14.64 30.31 29.38 26.43 Gamma HHI 0.05 0.03 0.11 0.05 0.03 Net GEX 10.9M -5.9M 27.7M 15.9M 3.9M Net DEX -1.04B -1.79B -692.5M -896.8M -782.9M Net VEX -4.7M -5.1M -4.2M -4.2M -4.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.15 0.68 1.71 0.68 1.69 Total Volume 241,058.5 99,910 595,950 303,810 137,290 Total OI 1,406,747.5 1,134,750 1,670,250 1,269,690 1,134,750
Daily Data (20 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2023-07-03 $37.51 $31.00 68.5% 18.6% 75.4% 6.1% 66.3% 0.6% 0.0% 15.9M -896.8M -4.2M 0.68 29.38 N/A N/A 180,380 123,430 562,290 707,400 2023-07-05 $37.88 $31.75 70.9% 19.6% 65.4% 8.2% 70.3% -0.7% 1.2% 16.1M -901.7M -4.3M 1.15 14.64 N/A N/A 155,400 178,820 589,230 767,700 2023-07-06 $37.49 $34.00 72.6% 20.7% 61.4% 9.8% 74.1% -0.5% -0.2% 14.8M -843.4M -4.4M 1.16 25.82 N/A N/A 107,410 124,470 632,260 825,700 2023-07-07 $38.36 $34.00 72.5% 20.8% 59.7% 9.7% 73.8% -0.9% 0.3% 27.7M -978.7M -4.4M 1.10 26.42 N/A N/A 209,320 229,330 652,500 870,740 2023-07-10 $40.45 $34.00 72.6% 20.7% 61.1% 9.8% 73.7% -0.9% -0.3% 16.5M -1.04B -4.5M 1.00 22.55 N/A N/A 146,230 146,100 576,520 761,180 2023-07-11 $41.42 $34.00 73.1% 20.9% 58.8% 10.2% 73.7% -0.1% -0.3% 21.0M -1.18B -4.6M 0.69 28.88 N/A N/A 154,110 107,060 613,640 819,770 2023-07-12 $41.33 $34.00 70.4% 20.2% 57.8% 7.8% 73.4% -2.0% 0.1% 23.4M -1.17B -4.5M 1.30 27.04 N/A N/A 102,610 133,660 641,020 863,180 2023-07-13 $46.44 $34.00 74.1% 21.4% 67.2% 11.1% 77.4% -4.0% 0.5% 26.3M -1.79B -4.8M 0.70 25.41 N/A N/A 350,190 245,760 653,980 895,810 2023-07-14 $45.28 $39.00 76.7% 22.0% 69.2% 13.5% 79.6% -6.2% -0.1% 24.5M -1.62B -5.1M 0.82 23.65 N/A N/A 239,920 195,620 705,800 964,450 2023-07-17 $44.77 $40.00 78.2% 22.4% 68.4% 14.7% 81.6% -1.2% -1.1% 9.3M -1.19B -5.0M 1.71 21.49 N/A N/A 68,130 116,460 590,170 838,310 2023-07-18 $44.66 $40.00 78.4% 22.4% 68.2% 14.9% 84.0% -1.2% -0.8% 6.0M -1.14B -5.1M 1.28 23.48 N/A N/A 66,550 84,980 610,060 889,920 2023-07-19 $45.51 $40.00 78.5% 22.5% 65.9% 15.0% 81.2% -1.9% -1.0% 9.2M -1.26B -5.1M 0.84 22.52 N/A N/A 77,030 64,980 619,190 915,020 2023-07-20 $43.81 $40.00 76.1% 21.9% 67.3% 12.9% 78.3% -1.9% -1.1% -36.2K -1.04B -5.0M 0.92 26.98 N/A N/A 88,400 81,110 638,290 932,160 2023-07-21 $43.61 $40.00 70.8% 20.4% 66.9% 8.2% 72.6% -0.5% -0.5% 3.4M -993.6M -4.9M 1.17 25.29 N/A N/A 106,480 124,500 653,840 950,420 2023-07-24 $42.91 $40.00 71.7% 20.8% 67.8% 9.0% 74.2% -1.0% 0.1% -865.1K -706.3M -4.8M 1.18 21.28 N/A N/A 76,080 89,600 514,620 645,220 2023-07-25 $43.56 $40.00 72.1% 20.8% 60.8% 9.3% 75.6% -1.0% -0.2% 2.0M -813.3M -5.0M 1.35 21.27 N/A N/A 42,530 57,380 547,980 684,990 2023-07-26 $44.45 $40.00 68.8% 20.1% 59.0% 6.3% 73.7% -0.1% 0.1% 5.0M -910.6M -4.9M 1.51 27.63 N/A N/A 40,400 60,860 562,530 701,960 2023-07-27 $42.56 $40.00 68.1% 19.7% 62.3% 5.7% 71.4% -0.6% -0.5% -5.9M -692.5M -4.7M 1.10 20.93 N/A N/A 69,890 77,020 568,920 717,280 2023-07-28 $43.44 $40.00 65.1% 18.8% 61.6% 3.0% 67.2% -0.9% 0.5% 270.6K -812.0M -4.8M 1.58 30.31 N/A N/A 62,740 98,940 578,180 737,970 2023-07-31 $43.60 $40.00 67.5% 20.1% 61.6% 5.2% 73.8% -0.9% -0.2% 3.9M -782.9M -4.8M 1.69 26.43 N/A N/A 51,130 86,160 505,380 629,370
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